Costco Wholesale Corp (COST) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to COST's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 7.40%.   Win rate: 85.71%.   Sharpe Ratio: -1.434.   Maximum drawdown: -16.32% on 08 March 2021.
Mean CAGR: 46.68%. Time in market: 1925 days.   Hypothetical return: $1000 would be worth $2164.18 on 21 May 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Costco

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 14 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (85.71% * 8.15%) + (14.29% * 2.90%) - (0% * 0%) = 7.40%.
Wins: 12 Breakevens: 2 Losses: 0

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Costco Analysis

Market sector: Consumer Staples.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
29 May 2026   LOW   smart_toy0.718   Gap Down $ 970.90 schedule schedule schedule schedule schedule
05 June 2025   MEDIUM   smart_toy0.898   Gap Down $ 1030.40 select_check_box schedule schedule schedule schedule
07 March 2025   MEDIUM   smart_toy0.959   Gap Down $ 979.73 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 July 2024   MEDIUM   smart_toy0.581   Gap Down $ 868.68 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
08 March 2024   MEDIUM   smart_toy0.511   Gap Down $ 740.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
01 May 2023   MEDIUM   smart_toy0.603   Gap Down $ 481.87 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 December 2022   MEDIUM   smart_toy0.66   Gap Down $ 469.62 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
13 September 2022   MEDIUM   smart_toy0.793   Gap Down $ 520.54 select_check_box select_check_box select_check_box select_check_box select_check_box
09 November 2020   MEDIUM   smart_toy0.788   Gap Down $ 376.62 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
27 February 2020   MEDIUM   smart_toy0.845   Gap Down $ 296.87 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
20 November 2018   MEDIUM   smart_toy0.957   Gap Down $ 218.99 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
05 October 2018   MEDIUM   smart_toy0.793   Gap Down $ 218.27 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
05 February 2018   MEDIUM   smart_toy0.821   Gap Down $ 182.19 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 October 2017   MEDIUM   smart_toy0.825   Gap Down $ 153.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
24 August 2017   MEDIUM   smart_toy0.812   Gap Down $ 151.45 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
16 June 2017   MEDIUM   smart_toy0.863   Gap Down $ 163.67 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
03 March 2017   MEDIUM   smart_toy0.646   Gap Down $ 158.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 December 2015   LOW   smart_toy0.629   Gap Down $ 147.74 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Costco Wholesale Corp (exchange: XNAS symbol: COST) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Dec 2015 - 29 May 2026.